Soc. Generale Put 200 PAYC 20.09.2024
/ DE000SV6SYW5
Soc. Generale Put 200 PAYC 20.09..../ DE000SV6SYW5 /
| 5/14/2024 9:51:04 PM |
Chg.+0.020 |
Bid8:10:08 AM |
Ask8:10:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.060EUR |
+0.66% |
2.890
Bid Size: 1,100 |
3.240
Ask Size: 1,100 |
Paycom Software Inc |
200.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SV6SYW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.47 |
| Parity: |
2.36 |
| Time value: |
0.74 |
| Break-even: |
153.95 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
1.31% |
| Delta: |
-0.62 |
| Theta: |
-0.05 |
| Omega: |
-3.25 |
| Rho: |
-0.46 |
Quote data
| Open: |
2.930 |
| High: |
3.060 |
| Low: |
2.920 |
| Previous Close: |
3.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.08% |
| 1 Month |
|
|
+18.15% |
| 3 Months |
|
|
+17.69% |
| YTD |
|
|
+22.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.190 |
3.040 |
| 1M High / 1M Low: |
3.760 |
2.530 |
| 6M High / 6M Low: |
3.800 |
1.950 |
| High (YTD): |
5/2/2024 |
3.760 |
| Low (YTD): |
4/9/2024 |
1.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.885 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.89% |
| Volatility 6M: |
|
100.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
